Explicit solution for backward stochastic Volterra integral equations with linear time delayed generators
| Autor: | Ren, Yong, Coulibaly, Harouna, Aman, Auguste |
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| Rok vydání: | 2021 |
| Předmět: | |
| Druh dokumentu: | Working Paper |
| Popis: | This note aims to give an explicit solution for backward stochastic Volterra integral equations with linear time delayed generators. The process $Y$ is expressed by an integral whose kernel is explicitly given. The processes $Z$ is expressed by Hida-Malliavin derivatives involving $Y$. Comment: 11 pages |
| Databáze: | arXiv |
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